ASTRO-MFDF adaptively selects sample sizes and fidelity levels in a multi-fidelity stochastic trust-region method, showing faster convergence than ASTRO-DF and Nelder-Mead on Rosenbrock and inventory problems.
Stochastic simulation- optimization framework for the design and assessment of renewable energy systems under uncertainty,
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Multi-Fidelity Stochastic Trust Region Method with Adaptive Sampling
ASTRO-MFDF adaptively selects sample sizes and fidelity levels in a multi-fidelity stochastic trust-region method, showing faster convergence than ASTRO-DF and Nelder-Mead on Rosenbrock and inventory problems.